-39.2%
OWL vs BAX
-0.4%
-38.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | -10.1% | -7.9% | -2.3% | -8.2% |
| 30D | -11.9% | -11.7% | -0.3% | -9.1% |
| 3M | +10.7% | +16.2% | -5.5% | +8.1% |
| 6M | +22.1% | +32.0% | -9.8% | +15.9% |
| YTD | -24.8% | +24.7% | -49.5% | -29.1% |
| 1Y | -39.2% | -2.6% | -36.6% | -41.0% |
| All | -39.2% | -0.4% | -38.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling